Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49347.26 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45285.0 Kr¶

PnL: ---------------------------------------> 229.0 Kr¶

DD now: ---------------------------------> -7.103 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 10:39:50.044846'

Anic Portfolio¶

Today¶

Return: -0.747 %¶

This Week¶

Return: 0.089 %¶

Total portfolio value¶

Return including deposits: 61.55 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.190000 1664.460000 195.460000 13.310000 1468.999998
Orrön Energy 180 0.530000 2214.000000 171.000000 8.370000 2043.000000
Atrium Ljungberg B 5 -0.600000 989.000000 54.000000 5.780000 935.000000
Sedana Medical 93 -3.630000 2564.940000 43.940000 1.740000 2521.000011
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hexatronic Group 12 0.310000 1004.880000 37.880000 3.920000 966.999996
Sagax B 4 -0.850000 889.600000 35.600000 4.170000 854.000000
OX2 13 3.060000 984.100000 34.100000 3.590000 949.999999
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
Catena 2 -1.720000 824.400000 32.400000 4.090000 792.000000
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
JM 6 -0.800000 895.200000 31.200000 3.610000 864.000000
Bilia A 8 0.170000 917.600000 17.600000 1.960000 900.000000
VEF 909 -2.190000 1867.090000 17.090000 0.920000 1850.000436
HEXPOL B 9 0.700000 1035.000000 14.000000 1.370000 1020.999996
Gränges 9 -0.190000 940.500000 12.500000 1.350000 927.999999
BioGaia B 8 -1.180000 939.200000 9.200000 0.990000 930.000000
Biotage 7 -0.880000 949.200000 8.200000 0.870000 940.999997
Byggmax Group 33 -1.360000 960.300000 4.300000 0.450000 956.000001
AcadeMedia 8 -0.890000 402.800000 0.800000 0.200000 402.000000
Clas Ohlson B 12 -1.100000 973.200000 0.200000 0.020000 972.999996
ASSA ABLOY B 3 -0.580000 775.200000 -3.800000 -0.490000 779.000001
EQT 4 -1.630000 822.800000 -9.200000 -1.110000 832.000000
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
SKF B 5 -0.110000 917.250000 -22.750000 -2.420000 940.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Addnode Group B 11 -0.670000 895.950000 -25.050000 -2.720000 921.000003
Indutrade 5 -0.460000 1184.500000 -33.500000 -2.750000 1218.000000
Vitec Software Group B 2 -1.890000 1039.000000 -48.000000 -4.420000 1087.000000
Latour B 4 -0.880000 808.800000 -48.200000 -5.620000 857.000000
Bufab 3 -1.090000 1039.200000 -69.800000 -6.290000 1109.000001
INVISIO 16 -0.440000 3600.000000 -89.000000 -2.410000 3689.000000
Hexagon B 26 -1.860000 3369.600000 -91.400000 -2.640000 3461.000010
BHG Group 97 -1.050000 1366.730000 -92.270000 -6.320000 1458.999989
TOTAL 45285.000000 229.000000 -7.10291% 45056.000411

Updated:¶

'2023-07-05 10:40:06.864840'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶